相关论文: Metric Entropy and the Optimal Prediction of Chaot…

We derive an optimal bound on the sum of entropic uncertainties of two or more observables when they are sequentially measured on the same ensemble of systems. This optimal bound is shown to be greater than or equal to the bounds derived in…

Predicting extreme events in chaotic systems, characterized by rare but intensely fluctuating properties, is of great importance due to their impact on the performance and reliability of a wide range of systems. Some examples include…

For a certain moment, the information volume represented in a probability space can be accurately measured by Shannon entropy. But in real life, the results of things usually change over time, and the prediction of the information volume…

In this paper a new concept, namely the critical predictable time $T_c$, is introduced to give a more precise description of computed chaotic solutions of nonlinear differential equations: it is suggested that computed chaotic solutions are…

A central object in optimal stopping theory is the single-choice prophet inequality for independent, identically distributed random variables: Given a sequence of random variables $X_1,\dots,X_n$ drawn independently from a distribution $F$,…

Prediction of events is the challenge in many different disciplines, from meteorology to finance; the more this task is difficult, the more a system is {\it complex}. Nevertheless, even according to this restricted definition, a general…

The Principle of Maximum Entropy is a rigorous technique for estimating an unknown distribution given partial information while simultaneously minimizing bias. However, an important requirement for applying the principle is that the…

It is notoriously difficult to make quantitative theoretical predictions of the superconducting $T_c$, either from first-principles or even from a knowledge of normal state properties. Ultimately, this reflects the fact that the energy…

We consider the problem of optimal zero-delay coding and estimation of a stochastic dynamical system over a noisy communication channel under three estimation criteria concerned with the low-distortion regime. The criteria considered are…

Let $0 < \epsilon < 1/2$ be a noise parameter, and let $T_{\epsilon}$ be the noise operator acting on functions on the boolean cube $\{0,1\}^n$. Let $f$ be a nonnegative function on $\{0,1\}^n$. We upper bound the entropy of $T_{\epsilon}…

Recurrence entropy $(\cal S)$ is a novel time series complexity quantifier based on recurrence microstates. Here we show that $\mathsf{max}(\cal S)$ is a \textit{parameter-free} quantifier of time correlation of stochastic and chaotic…

We give some results relating asymptotic characterisations of maximum entropy probability measures to characterisations of Bayes optimal classifiers. Our main theorems show that maximum entropy is a universally Bayes optimal decision rule…

Suppose $X_1,X_2,...$ are i.i.d. nonnegative random variables with finite expectation, and for each $k$, $X_k$ is observed at the $k$-th arrival time $S_k$ of a Poisson process with unit rate which is independent of the sequence $\{X_k\}$.…

We address the problem of finding worst-case nonparametric bounds for T-statistic by considering the extremal problem of maximising the mid-quantile (a special case of 'smoothed quantile' as discussed in \cite{St77} and \cite{W11}) $\tilde…

Given a target function $f$, how large must a neural network be in order to approximate $f$? Recent works examine this basic question on neural network \textit{expressivity} from the lens of dynamical systems and provide novel…

For a closed-loop control system with a digital channel between the sensor and the controller, the notion of invariance entropy quantifies the smallest average rate of information above which a given compact subset of the state space can be…

The maximum entropy principle (MEP) apparently allows us to derive, or justify, fundamental results of equilibrium statistical mechanics. Because of this, a school of thought considers the MEP as a powerful and elegant way to make…

The detectors in mass spectrometers are precise enough to count ion events. In practice, the statistics of chemical noise are affected by large quantization errors and overdispersion because of amplification in the detector. The detector…

We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…

In communications, unknown variables are usually modelled as random variables, and concepts such as independence, entropy and information are defined in terms of the underlying probability distributions. In contrast, control theory often…